Beta, size, book-to-book market equity and returns : a study based on UK data

von Morelli, David
Veröffentlicht in Journal of multinational financial management (2007)

European capital market integration : an empirical study based on a European asset pricing model

von Morelli, David
Veröffentlicht in Journal of international financial markets, institutions & money (2010)

Joint conditionality in testing the beta-return relationship : evidence based on the UK stock market

von Morelli, David
Veröffentlicht in Journal of international financial markets, institutions & money (2011)

Capital asset pricing model on UK securities using ARCH

von Morelli, David
Veröffentlicht in Applied financial economics (2003)

Security returns, beta, size, and book-to-market equity : evidence from the Shanghai A-share market

von Morelli, David
Veröffentlicht in Review of quantitative finance and accounting (2012)

The robustness of tests of structural change in equity returns using factor analysis

von Morelli, David
Veröffentlicht in Applied economics (2002)

The relationship between conditional stock market volatility and conditional macroeconomic volatility empirical evidence based on UK data

von Morelli, David
Veröffentlicht in International review of financial analysis (2002)

Capital market integration : evidence from the G7 countries

von Morelli, David
Veröffentlicht in Applied financial economics (2009)

Momentum profits and conditional time-varying systematic risk

von Morelli, David
Veröffentlicht in Journal of international financial markets, institutions & money (2014)

Risk, return and the UK financial markets

von Morelli, David Andrew
Veröffentlicht 1999

Assessing the contribution of China's financial sectors to systemic risk

von Morelli, David
Veröffentlicht in Journal of financial stability (2020)

The determinants of the model-free positive and negative volatilities

von Bevilacqua, Mattia
Veröffentlicht in Journal of international money and finance (2019)

Political uncertainty, corruption, and corporate cash holdings

von Jayakody, Shashitha Gimhani
Veröffentlicht in The journal of corporate finance (2023)

Asymmetric implied market volatility and terrorist attacks

von Bevilacqua, Mattia
Veröffentlicht in International review of financial analysis (2020)

Striking the implied volatility of US drone companies

von Bevilacqua, Mattia
Veröffentlicht in International review of financial analysis (2021)